+67.7%
V vs COPX
+193.3%
-125.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.5% |
| 7D | -2.9% | +6.0% | -8.9% | -3.8% |
| 30D | +1.9% | +6.4% | -4.6% | +0.8% |
| 3M | +13.2% | +19.3% | -6.0% | +9.5% |
| 6M | +16.7% | +16.2% | +0.5% | +12.5% |
| YTD | +5.4% | +33.2% | -27.8% | -2.1% |
| 1Y | +7.7% | +90.2% | -82.6% | -8.1% |
| 3Y | +52.0% | +175.7% | -123.7% | +14.0% |
| 5Y | +67.7% | +193.1% | -125.4% | +23.9% |
| All | +67.7% | +193.3% | -125.5% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling